+25.9%
SWKS vs FDS
+84.7%
-58.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.1% |
| 7D | +12.5% | -1.9% | +14.4% | +13.3% |
| 30D | +10.5% | +9.0% | +1.5% | +5.9% |
| 3M | -7.4% | +18.9% | -26.2% | -16.4% |
| 6M | +32.7% | +35.1% | -2.5% | +9.2% |
| YTD | +19.2% | +5.5% | +13.7% | +11.1% |
| 1Y | +2.4% | -16.8% | +19.2% | +8.6% |
| 3Y | -25.6% | -28.1% | +2.4% | -14.8% |
| 5Y | -53.4% | -17.4% | -36.0% | -52.2% |
| All | +25.9% | +84.7% | -58.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling